Li, D.Lin, Z.2010-01-132010-01-132007Journal of Nonparametric Statistics, 2007; 19(1):1-121048-52521029-0311http://hdl.handle.net/2440/55304In this paper, we consider the problem of testing for a change of the marginal density of a strictly stationary sequence Xn, n≥1, which is either associated or negatively associated. The test statistic is constructed based on the sequential kernel estimate of the density function. We first establish a functional central limit theorem for the kernel density estimator under appropriate conditions. Then, we show that the limiting distribution of the test statistic is a functional of independent Brownian bridges.enChange pointKernel estimate of a density functionAssociated random variablesNegatively associated random variablesFunctional central limit theoremJournal article002009371410.1080/104852506011622452-s2.0-3424763299936821